Returns all EOD options contracts and their prices for the given symbol and expiration date.
Name | Type | Description | Notes |
---|---|---|---|
symbol | string | The option symbol, corresponding to the underlying security. | |
expiration | string | The expiration date of the options contract | |
type | string | The option contract type. | [optional] |
strike | decimal? | The strike price of the option contract. This will return options contracts with strike price equal to this price. | [optional] |
strikeGreaterThan | decimal? | The strike price of the option contract. This will return options contracts with strike prices greater than this price. | [optional] |
strikeLessThan | decimal? | The strike price of the option contract. This will return options contracts with strike prices less than this price. | [optional] |
date | DateTime? | The date to retrieve prices for | [optional] |
includeRelatedSymbols | bool? | Include related symbols that end in a 1 or 2 because of a corporate action. | [optional] |
Name | Type | Description |
---|---|---|
Chain | List | A list of realtime options for the provided expiration date their respective option prices. |
Name | Type | Description |
---|---|---|
Code | string | The Intrinio Code for the Option. |
Ticker | string | The ticker symbol of the Security for the Option. |
Expiration | string | The date on which the Option expires. The Option becomes invalid after this date and cannot be exercised. |
Strike | decimal? | The strike price is the fixed price at which a derivative can be exercised, and refers to the price of the derivative's underlying asset. In a call option, the strike price is the price at which the option holder can purchase the underlying security. For a put option, the strike price is the price at which the option holder can sell the underlying security. |
Type | string | The type of Option (put or call). A put option is an option contract giving the owner the right, but not the obligation, to sell a specified amount of an underlying asset at a specified price before the option's expiration date. A call option gives the holder the right to buy an underlying asset at a specified price, before the option's expiration date. |
Name | Type | Description |
---|---|---|
Date | string | The date of the price, in the format YYYY-MM-DD |
Close | decimal? | The closing price of the options contract. |
CloseBid | decimal? | The closing bid price of the options contract. |
CloseAsk | decimal? | The closing ask price of the options contract. |
Volume | int? | The cumulative volume of this options contract that traded that day. |
Open | decimal? | The price at the beginning of the period |
OpenAsk | decimal? | The ask at the beginning of the period |
OpenBid | decimal? | The bid at the beginning of the period |
OpenInterest | int? | The total number of this options contract that are still open. |
High | decimal? | The highest price over the span of the period |
Low | decimal? | The highest price over the span of the period |
Mark | decimal? | The mid price between the latest bid and ask spread |
AskHigh | decimal? | The highest ask over the span of the period |
AskLow | decimal? | The lowest ask over the span of the period |
BidHigh | decimal? | The highest bid over the span of the period |
BidLow | decimal? | The lowest bid over the span of the period |
ImpliedVolatility | decimal? | The implied volatility of the contract calculated using the Black-Scholes Model. |
Delta | decimal? | Delta represents the rate of change between the option's price and a $1 change in the underlying asset's price. |
Gamma | decimal? | Gamma represents the rate of change between an option's delta and the underlying asset's price. |
Theta | decimal? | Theta represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option's time decay. |
Vega | decimal? | Vega represents the rate of change between an option's value and the underlying asset's implied volatility. |
CloseTime | DateTime? | The time of the last trade before close. |
CloseSize | int? | The size of the last trade before close. |
CloseBidTime | DateTime? | The time of the last bid before close. |
CloseBidSize | int? | The size of the last bid before close. |
CloseAskTime | DateTime? | The time of the last ask before close. |
CloseAskSize | int? | The size of the last ask before close. |
ExerciseStyle | string | The exercise style. |